High Dimensional Probability
high dimensional probabilitymultivariate statisticsconcentration of measurerandom matricesdata science probability
High Dimensional Probability explores the behavior of random variables and stochastic processes in spaces with a large number of dimensions. This critical field is essential for understanding and developing algorithms in modern data science, machine learning, and statistical inference, where datasets often feature numerous attributes. It delves into phenomena like concentration of measure, properties of random projections, and the geometry of high-dimensional sets, providing foundational insights for navigating complex data landscapes.